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    <title>system</title>
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    <center>Scilab Function</center>
    <div align="right">Last update : April 1993</div>
    <p>
      <b>system</b> -  observation update</p>
    <h3>
      <font color="blue">Calling Sequence</font>
    </h3>
    <dl>
      <dd>
        <tt>[x1,y]=system(x0,f,g,h,q,r)  </tt>
      </dd>
    </dl>
    <h3>
      <font color="blue">Parameters</font>
    </h3>
    <ul>
      <li>
        <tt>
          <b>x0</b>
        </tt>: input state vector</li>
      <li>
        <tt>
          <b>f</b>
        </tt>: system matrix</li>
      <li>
        <tt>
          <b>g</b>
        </tt>: input matrix</li>
      <li>
        <tt>
          <b>h</b>
        </tt>: Output matrix</li>
      <li>
        <tt>
          <b>q</b>
        </tt>: input noise covariance matrix</li>
      <li>
        <tt>
          <b>r</b>
        </tt>: output noise covariance matrix</li>
      <li>
        <tt>
          <b>x1</b>
        </tt>: output state vector</li>
      <li>
        <tt>
          <b>y</b>
        </tt>: output observation</li>
    </ul>
    <h3>
      <font color="blue">Description</font>
    </h3>
    <p>
    define system function which generates the next
    observation given the old state.
    System recursively calculated</p>
    <pre>

     x1=f*x0+g*u
     y=h*x0+v
   
    </pre>
    <p>
    where <tt>
        <b>u</b>
      </tt> is distributed <tt>
        <b>N(0,q)</b>
      </tt>
    and <tt>
        <b>v</b>
      </tt> is distribute <tt>
        <b>N(0,r)</b>
      </tt>.</p>
    <h3>
      <font color="blue">Author</font>
    </h3>
    <p>C. B.  </p>
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